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Volumn , Issue , 2011, Pages

Priors over recurrent continuous time processes

Author keywords

[No Author keywords available]

Indexed keywords

CONTINUOUS TIME SYSTEMS; STOCHASTIC SYSTEMS;

EID: 85162347977     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (21)

References (24)
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  • 5
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    • Section on Bayesian Statistical Science, American Statistical Association
    • S.N. MacEachern. Dependent nonparametric processes. In Section on Bayesian Statistical Science, American Statistical Association, 1999.
    • (1999) Dependent Nonparametric Processes
    • MacEachern, S.N.1
  • 6
    • 85162329135 scopus 로고    scopus 로고
    • The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
    • J.E. Griffin. The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference. Journal of Statistical Planning and Inference, 2008.
    • (2008) Journal of Statistical Planning and Inference
    • Griffin, J.E.1
  • 12
  • 14
    • 85162378842 scopus 로고    scopus 로고
    • Estimation in the Koziol-Green model using a gamma process prior
    • M. Friesl. Estimation in the Koziol-Green model using a gamma process prior. Austrian Journal of Statistics, 2008.
    • (2008) Austrian Journal of Statistics
    • Friesl, M.1
  • 16
    • 2142787329 scopus 로고    scopus 로고
    • Bayesian nonparametric inference for nonhomogeneous Poisson processes
    • Department of Statistics
    • L. Kuo and S. K. Ghosh. Bayesian nonparametric inference for nonhomogeneous Poisson processes. Technical report, University of Connecticut, Department of Statistics, 1997.
    • (1997) Technical Report, University of Connecticut
    • Kuo, L.1    Ghosh, S.K.2
  • 17
    • 0003523893 scopus 로고
    • The Clarendon Press Oxford. University Press
    • J. F. C. Kingman. Poisson Processes. The Clarendon Press Oxford University Press, 1993.
    • (1993) Poisson Processes
    • Kingman, J.F.C.1
  • 18
    • 6344289607 scopus 로고    scopus 로고
    • Risk-neutral parameter shifts and derivatives pricing in discrete time
    • M. Schroder. Risk-neutral parameter shifts and derivatives pricing in discrete time. The Journal of Finance, 2004.
    • (2004) The Journal of Finance
    • Schroder, M.1
  • 21
    • 0007300808 scopus 로고    scopus 로고
    • Markov chain sampling methods for Dirichlet process mixture models
    • R. Neal. Markov chain sampling methods for Dirichlet process mixture models. Technical report, U of T, 2000.
    • (2000) Technical Report U of T
    • Neal, R.1
  • 24
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    • Inferring complex DNA substitution processes on phylogenies using uniformization and data augmentation
    • L. Mateiu and B. Rannala. Inferring complex DNA substitution processes on phylogenies using uniformization and data augmentation. Syst. Biol., 2006.
    • (2006) Syst. Biol.
    • Mateiu, L.1    Rannala, B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.